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  • Volatility connectedness across USA and European insurance companies 

    Arroyo Juarez, Adrià (Universitat Politècnica de Catalunya / Universitat de Barcelona, 2017-01)
    Master thesis
    Restricted access - author's decision
    In this master thesis, we investigate the directional connectedness between insurance companies from USA and Europe over the period 2000 to 2015. We perform a static and dynamic analysis to measure volatility connectedness ...